iCloud Junk mail filter

Want to check if anyone has the same experience, in these last couple of days I have received junk mail on my Apple Mail app (non-cloud email address), while the the two particular mail was filtered as "Junk Mail" by Apple Mail filter and are in my Junk Mail mailbox, the clever thing the spammer did, which I think it may be a bug in the Apple Mail is that, somehow the two junk mail I received were flagged and hence are in the Apple Mail Flagged folder.

I think this happens only to non-iCloud email that are added using Apple Mail as the email client. Does anyone has this experience?

Regards